Anic Equity¶

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Total return since start: 0.568 %¶

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Equity now: -----------------------------> 47890.76 Kr¶

Max Equity ever reached: ------------> 48629.89 Kr¶

Portfolio value: --------------------------> 46495.86 Kr¶

PnL: ---------------------------------------> -392.71 Kr¶

DD now: ---------------------------------> -1.52 %¶

Max portfolio DD since start: ----> -13.025 %¶

Updated:¶

'2023-01-18 17:10:26.092540'

Anic Portfolio¶

This Week¶

Return: 0.739 %¶

Total¶

Return: 56.763 %¶

Benchmark comparison TODAY¶

Benchmark comparison¶

OMXS30
DJUS
NDX
DAX
W1IDU

Excess return¶

OMXS30
DJUS
NDX
DAX
W1IDU

Anic Portfolio Holdings¶

  volume changePercent value profit profitPercent acquiredValue
name            
Beijer Electronics Group 26 1.340000 3146.000000 175.000000 5.890000 2971.000006
HEBA B 70 -2.560000 2796.500000 160.500000 6.090000 2636.000010
FM Mattsson Mora Group B 50 1.010000 3000.000000 73.000000 2.490000 2927.000000
Samhällsbyggnadsbo. i Norden B 20 -1.890000 425.800000 70.800000 19.940000 355.000000
Corem Property Group B 59 -3.290000 640.740000 63.740000 11.050000 576.999999
Boozt 12 0.560000 1716.000000 62.000000 3.750000 1653.999996
OEM International B 7 2.020000 567.000000 39.000000 7.390000 527.999997
HMS Networks 2 -1.220000 710.800000 37.800000 5.620000 673.000000
Intrum 4 1.790000 556.000000 29.000000 5.500000 527.000000
Norva24 Group 16 5.020000 569.280000 26.280000 4.840000 543.000000
MedCap 2 1.360000 446.000000 25.000000 5.940000 421.000000
SAAB B 8 0.120000 3398.400000 21.400000 0.630000 3377.000000
Coor Service Management Hold. 8 0.950000 552.000000 20.000000 3.760000 532.000000
Eastnine 4 0.950000 510.400000 19.400000 3.950000 491.000000
Samhällsbyggnadsbo. i Norden D 12 -1.200000 256.560000 10.560000 4.290000 246.000000
AcadeMedia 12 1.160000 567.120000 10.120000 1.820000 557.000004
Fastighetsbolag. Emilshus Pref 21 -1.090000 571.200000 9.200000 1.640000 562.000005
Securitas B 6 0.950000 574.800000 4.800000 0.840000 570.000000
Resurs Holding 22 0.000000 578.600000 4.600000 0.800000 573.999998
Swedbank A 3 1.420000 567.000000 3.000000 0.530000 564.000000
Creaspac SPAC 6 0.210000 579.600000 2.600000 0.450000 577.000002
Karnov Group 9 -2.460000 534.600000 -1.400000 -0.260000 536.000004
CTEK 13 1.670000 531.570000 -2.430000 -0.460000 533.999999
Essity B 2 -1.720000 570.000000 -4.000000 -0.700000 574.000000
Handelsbanken A 5 -0.600000 540.750000 -5.250000 -0.960000 546.000000
Midsona B 63 -1.510000 574.560000 -8.440000 -1.450000 582.999984
Essity A 4 -2.230000 1140.000000 -9.000000 -0.780000 1149.000000
Nordea Bank Abp 29 -0.500000 3431.860000 -22.140000 -0.640000 3453.999992
International Petroleum Corp. 5 3.130000 560.000000 -34.570000 -5.810000 594.565215
Vivesto 1368 1.860000 569.360000 -43.640000 -7.120000 612.999432
Sampo Oyj SDB 7 -1.300000 3731.000000 -119.000000 -3.090000 3850.000000
Axfood 13 0.980000 3623.100000 -132.900000 -3.540000 3756.000001
OX2 18 0.950000 1528.200000 -135.800000 -8.160000 1663.999992
Ovzon 52 1.950000 2995.200000 -366.800000 -10.910000 3361.999992
Fasadgruppen Group 35 -0.810000 3430.000000 -381.000000 -10.000000 3810.999990
TOTAL 46490.000000 -398.570000 -1.53196% 46888.564618

Updated:¶

'2023-01-18 17:09:44.160944'
None

Last optimization/rebalancing:¶

'2023-01-02'

Next optimization/rebalancing:¶

'2023-02-10'

In or Out of market? In if Signal > -10, else out of market!¶

AVAN-Live vs backtest and OMXSE30 2023¶

Walk forward test results - depending on starting day¶

Equity is shown as log of returns. Returns range by a factor of 10. Best is about 10000%, 100 times money, and worst 1000%, 10 times money in 20 years. Maximal duration for drawdown periods vary between 280-750 days. Worst drawdown across the tests is about 40 %. ¶

Walk forward test results - Distribution of maximal drawdowns¶

Used to understand the strategys historical drawdown properties and to set the rule for when to stop trading the system. The stop limit is set to mean of max drawdown minus 2 standard deviations.¶